# source: https://raw.githubusercontent.com/remiotore/freqtrade/44beaeb6a420cd8e9f2e4ea93e11d6cfa192ee03/strategies/manytest.py import numpy as np # noqa import pandas as pd # noqa import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy import IStrategy, CategoricalParameter, IntParameter class Github_remiotore_freqtrade__manytest__20260111_210550(IStrategy): """ """ debuggable_weighted_signal_dataframe = False sell_unclogger_enabled = False buy_params = { 'buy__downwards_trend_total_signal_needed': 43, 'buy__sideways_trend_total_signal_needed': 82, 'buy__upwards_trend_total_signal_needed': 17, 'buy_downwards_trend_adx_strong_up_weight': 97, 'buy_downwards_trend_bollinger_bands_weight': 13, 'buy_downwards_trend_ema_long_golden_cross_weight': 50, 'buy_downwards_trend_ema_short_golden_cross_weight': 26, 'buy_downwards_trend_macd_weight': 52, 'buy_downwards_trend_rsi_weight': 67, 'buy_downwards_trend_sma_long_golden_cross_weight': 77, 'buy_downwards_trend_sma_short_golden_cross_weight': 38, 'buy_downwards_trend_vwap_cross_weight': 13, 'buy_rsi_divergence_weight': 90, 'buy_sideways_trend_adx_strong_up_weight': 63, 'buy_sideways_trend_bollinger_bands_weight': 71, 'buy_sideways_trend_ema_long_golden_cross_weight': 36, 'buy_sideways_trend_ema_short_golden_cross_weight': 47, 'buy_sideways_trend_macd_weight': 76, 'buy_sideways_trend_rsi_weight': 90, 'buy_sideways_trend_sma_long_golden_cross_weight': 7, 'buy_sideways_trend_sma_short_golden_cross_weight': 66, 'buy_sideways_trend_vwap_cross_weight': 43, 'buy_upwards_trend_adx_strong_up_weight': 17, 'buy_upwards_trend_bollinger_bands_weight': 21, 'buy_upwards_trend_ema_long_golden_cross_weight': 44, 'buy_upwards_trend_ema_short_golden_cross_weight': 80, 'buy_upwards_trend_macd_weight': 33, 'buy_upwards_trend_rsi_weight': 43, 'buy_upwards_trend_sma_long_golden_cross_weight': 69, 'buy_upwards_trend_sma_short_golden_cross_weight': 60, 'buy_upwards_trend_vwap_cross_weight': 1, 'buy_wavetrend_weight': 61 } sell_params = { 'sell___trades_when_downwards': False, 'sell___trades_when_sideways': False, 'sell___trades_when_upwards': False, 'sell__downwards_trend_total_signal_needed': 7, 'sell__sideways_trend_total_signal_needed': 40, 'sell__upwards_trend_total_signal_needed': 80, 'sell_downwards_trend_adx_strong_down_weight': 23, 'sell_downwards_trend_bollinger_bands_weight': 69, 'sell_downwards_trend_ema_long_death_cross_weight': 69, 'sell_downwards_trend_ema_short_death_cross_weight': 21, 'sell_downwards_trend_macd_weight': 7, 'sell_downwards_trend_rsi_weight': 72, 'sell_downwards_trend_sma_long_death_cross_weight': 69, 'sell_downwards_trend_sma_short_death_cross_weight': 43, 'sell_downwards_trend_vwap_cross_weight': 50, 'sell_rsi_divergence_weight': 7, 'sell_sideways_trend_adx_strong_down_weight': 42, 'sell_sideways_trend_bollinger_bands_weight': 54, 'sell_sideways_trend_ema_long_death_cross_weight': 30, 'sell_sideways_trend_ema_short_death_cross_weight': 11, 'sell_sideways_trend_macd_weight': 79, 'sell_sideways_trend_rsi_weight': 21, 'sell_sideways_trend_sma_long_death_cross_weight': 43, 'sell_sideways_trend_sma_short_death_cross_weight': 57, 'sell_sideways_trend_vwap_cross_weight': 86, 'sell_upwards_trend_adx_strong_down_weight': 86, 'sell_upwards_trend_bollinger_bands_weight': 87, 'sell_upwards_trend_ema_long_death_cross_weight': 31, 'sell_upwards_trend_ema_short_death_cross_weight': 64, 'sell_upwards_trend_macd_weight': 75, 'sell_upwards_trend_rsi_weight': 35, 'sell_upwards_trend_sma_long_death_cross_weight': 2, 'sell_upwards_trend_sma_short_death_cross_weight': 41, 'sell_upwards_trend_vwap_cross_weight': 78, 'sell_wavetrend_weight': 44 } minimal_roi = { "0": 0.64208, "371": 0.18428, "791": 0.08118, "1818": 0 } stoploss = -0.05811 trailing_stop = True trailing_stop_positive = 0.01062 trailing_stop_positive_offset = 0.03918 trailing_only_offset_is_reached = False timeframe = '1h' process_only_new_candles = False use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False startup_candle_count: int = 400 order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } plot_config = { 'main_plot': { 'sma9': {'color': '#2c05f6'}, 'sma50': {'color': '#19038a'}, 'sma200': {'color': '#0d043b'}, 'ema9': {'color': '#12e5a6'}, 'ema50': {'color': '#0a8963'}, 'ema200': {'color': '#074b36'}, 'bb_upperband': {'color': '#6f1a7b'}, 'bb_lowerband': {'color': '#6f1a7b'}, 'vwap': {'color': '#727272'} }, 'subplots': { 'MACD (Moving Average Convergence Divergence)': { 'macd': {'color': '#19038a'}, 'macdsignal': {'color': '#ae231c'} }, 'ADX (Average Directional Index) + Plus & Minus Directions': { 'adx': {'color': '#6f1a7b'}, 'plus_di': {'color': '#0ad628'}, 'minus_di': {'color': '#ae231c'} }, 'RSI (Relative Strength Index)': { 'rsi': {'color': '#7fba3c'} } } } buy___trades_when_downwards = \ CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy___trades_when_sideways = \ CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy___trades_when_upwards = \ CategoricalParameter([True, False], default=True, space='buy', optimize=False, load=True) buy__downwards_trend_total_signal_needed = IntParameter(0, 100, default=65, space='buy', optimize=True, load=True) buy_downwards_trend_adx_strong_up_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_rsi_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_macd_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_sma_short_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_ema_short_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_sma_long_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_ema_long_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_bollinger_bands_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_downwards_trend_vwap_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy__sideways_trend_total_signal_needed = IntParameter(0, 100, default=65, space='buy', optimize=True, load=True) buy_sideways_trend_adx_strong_up_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_rsi_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_macd_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_sma_short_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_ema_short_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_sma_long_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_ema_long_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_bollinger_bands_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_sideways_trend_vwap_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy__upwards_trend_total_signal_needed = IntParameter(0, 200, default=65, space='buy', optimize=True, load=True) buy_upwards_trend_adx_strong_up_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_rsi_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_macd_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_sma_short_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_ema_short_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_sma_long_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_ema_long_golden_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_bollinger_bands_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) buy_upwards_trend_vwap_cross_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) sell___trades_when_downwards = \ CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell___trades_when_sideways = \ CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell___trades_when_upwards = \ CategoricalParameter([True, False], default=True, space='sell', optimize=True, load=True) sell__downwards_trend_total_signal_needed = IntParameter(0, 100, default=65, space='sell', optimize=True, load=True) sell_downwards_trend_adx_strong_down_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_rsi_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_macd_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_sma_short_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_ema_short_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_sma_long_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_ema_long_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_bollinger_bands_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_downwards_trend_vwap_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell__sideways_trend_total_signal_needed = IntParameter(0, 100, default=65, space='sell', optimize=True, load=True) sell_sideways_trend_adx_strong_down_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_rsi_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_macd_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_sma_short_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_ema_short_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_sma_long_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_ema_long_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_bollinger_bands_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_sideways_trend_vwap_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell__upwards_trend_total_signal_needed = IntParameter(0, 100, default=65, space='sell', optimize=True, load=True) sell_upwards_trend_adx_strong_down_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_rsi_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_macd_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_sma_short_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_ema_short_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_sma_long_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_ema_long_death_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_bollinger_bands_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) sell_upwards_trend_vwap_cross_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) buy_wavetrend_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) sell_wavetrend_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) buy_rsi_divergence_weight = \ IntParameter(0, 100, default=0, space='buy', optimize=True, load=True) sell_rsi_divergence_weight = \ IntParameter(0, 100, default=0, space='sell', optimize=True, load=True) def informative_pairs(self): """ Define additional, informative pair/interval combinations to be cached from the exchange. These pair/interval combinations are non-tradeable, unless they are part of the whitelist as well. For more information, please consult the documentation :return: List of tuples in the format (pair, interval) Sample: return [("ETH/USDT", "5m"), ("BTC/USDT", "15m"), ] """ return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies """ dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) # 14 timeperiods is usually used for ADX dataframe['plus_di'] = ta.PLUS_DI(dataframe, timeperiod=25) dataframe['minus_di'] = ta.MINUS_DI(dataframe, timeperiod=25) dataframe['rsi'] = ta.RSI(dataframe) macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] # MACD - Blue TradingView Line (Bullish if on top) dataframe['macdsignal'] = macd['macdsignal'] # Signal - Orange TradingView Line (Bearish if on top) dataframe['sma9'] = ta.SMA(dataframe, timeperiod=9) dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50) dataframe['sma200'] = ta.SMA(dataframe, timeperiod=200) dataframe['ema9'] = ta.EMA(dataframe, timeperiod=9) # timeperiod is expressed in candles dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema200'] = ta.EMA(dataframe, timeperiod=200) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_upperband'] = bollinger['upper'] dataframe['vwap'] = qtpylib.vwap(dataframe) if self.debuggable_weighted_signal_dataframe: dataframe['adx_strong_up_weighted_buy_signal'] = dataframe['adx_strong_down_weighted_sell_signal'] = 0 dataframe['rsi_weighted_buy_signal'] = dataframe['rsi_weighted_sell_signal'] = 0 dataframe['macd_weighted_buy_signal'] = dataframe['macd_weighted_sell_signal'] = 0 dataframe['sma_short_golden_cross_weighted_buy_signal'] = 0 dataframe['sma_short_death_cross_weighted_sell_signal'] = 0 dataframe['ema_short_golden_cross_weighted_buy_signal'] = 0 dataframe['ema_short_death_cross_weighted_sell_signal'] = 0 dataframe['sma_long_golden_cross_weighted_buy_signal'] = 0 dataframe['sma_long_death_cross_weighted_sell_signal'] = 0 dataframe['ema_long_golden_cross_weighted_buy_signal'] = 0 dataframe['ema_long_death_cross_weighted_sell_signal'] = 0 dataframe['bollinger_bands_weighted_buy_signal'] = dataframe['bollinger_bands_weighted_sell_signal'] = 0 dataframe['vwap_cross_weighted_buy_signal'] = dataframe['vwap_cross_weighted_sell_signal'] = 0 dataframe['total_buy_signal_strength'] = dataframe['total_sell_signal_strength'] = 0 self.n1 = 10 #WT Channel Length self.n2 = 21 #WT Average Length dataframe = self.market_cipher(dataframe) dataframe = self.divergences(dataframe) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[(dataframe['adx'] > 20) & (dataframe['plus_di'] < dataframe['minus_di']), 'trend'] = 'downwards' dataframe.loc[dataframe['adx'] < 20, 'trend'] = 'sideways' dataframe.loc[(dataframe['adx'] > 20) & (dataframe['plus_di'] > dataframe['minus_di']), 'trend'] = 'upwards' if self.debuggable_weighted_signal_dataframe: dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['adx'] > 25), 'adx_strong_up_weighted_buy_signal'] = self.buy_downwards_trend_adx_strong_up_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['adx'] > 25), 'adx_strong_up_weighted_buy_signal'] = self.buy_sideways_trend_adx_strong_up_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['adx'] > 25), 'adx_strong_up_weighted_buy_signal'] = self.buy_upwards_trend_adx_strong_up_weight.value dataframe['total_buy_signal_strength'] += dataframe['adx_strong_up_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['rsi'], 30), 'rsi_weighted_buy_signal'] = self.buy_downwards_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['rsi'], 30), 'rsi_weighted_buy_signal'] = self.buy_sideways_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['rsi'], 30), 'rsi_weighted_buy_signal'] = self.buy_upwards_trend_rsi_weight.value dataframe['total_buy_signal_strength'] += dataframe['rsi_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['macd'] > dataframe['macdsignal']), 'macd_weighted_buy_signal'] = self.buy_downwards_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['macd'] > dataframe['macdsignal']), 'macd_weighted_buy_signal'] = self.buy_sideways_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['macd'] > dataframe['macdsignal']), 'macd_weighted_buy_signal'] = self.buy_upwards_trend_macd_weight.value dataframe['total_buy_signal_strength'] += dataframe['macd_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['sma9'], dataframe[ 'sma50']), 'sma_short_golden_cross_weighted_buy_signal'] = \ self.buy_downwards_trend_sma_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['sma9'], dataframe[ 'sma50']), 'sma_short_golden_cross_weighted_buy_signal'] = \ self.buy_sideways_trend_sma_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['sma9'], dataframe[ 'sma50']), 'sma_short_golden_cross_weighted_buy_signal'] = \ self.buy_upwards_trend_sma_short_golden_cross_weight.value dataframe['total_buy_signal_strength'] += dataframe['sma_short_golden_cross_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['ema9'], dataframe[ 'ema50']), 'ema_short_golden_cross_weighted_buy_signal'] = \ self.buy_downwards_trend_ema_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['ema9'], dataframe[ 'ema50']), 'ema_short_golden_cross_weighted_buy_signal'] = \ self.buy_sideways_trend_ema_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['ema9'], dataframe[ 'ema50']), 'ema_short_golden_cross_weighted_buy_signal'] = \ self.buy_upwards_trend_ema_short_golden_cross_weight.value dataframe['total_buy_signal_strength'] += dataframe['ema_short_golden_cross_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['sma50'], dataframe[ 'sma200']), 'sma_long_golden_cross_weighted_buy_signal'] = \ self.buy_downwards_trend_sma_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['sma50'], dataframe[ 'sma200']), 'sma_long_golden_cross_weighted_buy_signal'] = \ self.buy_sideways_trend_sma_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['sma50'], dataframe[ 'sma200']), 'sma_long_golden_cross_weighted_buy_signal'] = \ self.buy_upwards_trend_sma_long_golden_cross_weight.value dataframe['total_buy_signal_strength'] += dataframe['sma_long_golden_cross_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['ema50'], dataframe[ 'ema200']), 'ema_long_golden_cross_weighted_buy_signal'] = \ self.buy_downwards_trend_ema_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['ema50'], dataframe[ 'ema200']), 'ema_long_golden_cross_weighted_buy_signal'] = \ self.buy_sideways_trend_ema_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['ema50'], dataframe[ 'ema200']), 'ema_long_golden_cross_weighted_buy_signal'] = \ self.buy_upwards_trend_ema_long_golden_cross_weight.value dataframe['total_buy_signal_strength'] += dataframe['ema_long_golden_cross_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['close'], dataframe[ 'bb_lowerband']), 'bollinger_bands_weighted_buy_signal'] = \ self.buy_downwards_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['close'], dataframe[ 'bb_lowerband']), 'bollinger_bands_weighted_buy_signal'] = \ self.buy_sideways_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['close'], dataframe[ 'bb_lowerband']), 'bollinger_bands_weighted_buy_signal'] = \ self.buy_upwards_trend_bollinger_bands_weight.value dataframe['total_buy_signal_strength'] += dataframe['bollinger_bands_weighted_buy_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['vwap'], dataframe[ 'close']), 'vwap_cross_weighted_buy_signal'] = self.buy_downwards_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['vwap'], dataframe[ 'close']), 'vwap_cross_weighted_buy_signal'] = self.buy_sideways_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['vwap'], dataframe[ 'close']), 'vwap_cross_weighted_buy_signal'] = self.buy_upwards_trend_vwap_cross_weight.value dataframe['total_buy_signal_strength'] += dataframe['vwap_cross_weighted_buy_signal'] else: dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['adx'] > 25), 'total_buy_signal_strength'] += self.buy_downwards_trend_adx_strong_up_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['adx'] > 25), 'total_buy_signal_strength'] += self.buy_sideways_trend_adx_strong_up_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['adx'] > 25), 'total_buy_signal_strength'] += self.buy_upwards_trend_adx_strong_up_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['rsi'], 30), 'total_buy_signal_strength'] += self.buy_downwards_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['rsi'], 30), 'total_buy_signal_strength'] += self.buy_sideways_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['rsi'], 30), 'total_buy_signal_strength'] += self.buy_upwards_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['macd'] > dataframe['macdsignal']), 'total_buy_signal_strength'] += self.buy_downwards_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['macd'] > dataframe['macdsignal']), 'total_buy_signal_strength'] += self.buy_sideways_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['macd'] > dataframe['macdsignal']), 'total_buy_signal_strength'] += self.buy_upwards_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['sma9'], dataframe[ 'sma50']), 'total_buy_signal_strength'] += self.buy_downwards_trend_sma_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['sma9'], dataframe[ 'sma50']), 'total_buy_signal_strength'] += self.buy_sideways_trend_sma_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['sma9'], dataframe[ 'sma50']), 'total_buy_signal_strength'] += self.buy_upwards_trend_sma_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['ema9'], dataframe[ 'ema50']), 'total_buy_signal_strength'] += self.buy_downwards_trend_ema_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['ema9'], dataframe[ 'ema50']), 'total_buy_signal_strength'] += self.buy_sideways_trend_ema_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['ema9'], dataframe[ 'ema50']), 'total_buy_signal_strength'] += self.buy_upwards_trend_ema_short_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['sma50'], dataframe[ 'sma200']), 'total_buy_signal_strength'] += self.buy_downwards_trend_sma_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['sma50'], dataframe[ 'sma200']), 'total_buy_signal_strength'] += self.buy_sideways_trend_sma_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['sma50'], dataframe[ 'sma200']), 'total_buy_signal_strength'] += self.buy_upwards_trend_sma_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['ema50'], dataframe[ 'ema200']), 'total_buy_signal_strength'] += self.buy_downwards_trend_ema_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['ema50'], dataframe[ 'ema200']), 'total_buy_signal_strength'] += self.buy_sideways_trend_ema_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['ema50'], dataframe[ 'ema200']), 'total_buy_signal_strength'] += self.buy_upwards_trend_ema_long_golden_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['close'], dataframe[ 'bb_lowerband']), 'total_buy_signal_strength'] += self.buy_downwards_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['close'], dataframe[ 'bb_lowerband']), 'total_buy_signal_strength'] += self.buy_sideways_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['close'], dataframe[ 'bb_lowerband']), 'total_buy_signal_strength'] += self.buy_upwards_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_above(dataframe['vwap'], dataframe[ 'close']), 'total_buy_signal_strength'] += self.buy_downwards_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_above(dataframe['vwap'], dataframe[ 'close']), 'total_buy_signal_strength'] += self.buy_sideways_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_above(dataframe['vwap'], dataframe[ 'close']), 'total_buy_signal_strength'] += self.buy_upwards_trend_vwap_cross_weight.value dataframe.loc[(dataframe['wtCrossUp'] & dataframe['wtOversold']), 'total_buy_signal_strength'] += self.buy_wavetrend_weight.value dataframe.loc[(dataframe['bullish_div']), 'total_buy_signal_strength'] += self.buy_rsi_divergence_weight.value dataframe.loc[ ( (dataframe['trend'] == 'downwards') & (dataframe['total_buy_signal_strength'] >= self.buy__downwards_trend_total_signal_needed.value) ) | ( (dataframe['trend'] == 'sideways') & (dataframe['total_buy_signal_strength'] >= self.buy__sideways_trend_total_signal_needed.value) ) | ( (dataframe['trend'] == 'upwards') & (dataframe['total_buy_signal_strength'] >= self.buy__upwards_trend_total_signal_needed.value) ), 'buy'] = 1 if not self.buy___trades_when_downwards.value: dataframe.loc[dataframe['trend'] == 'downwards', 'buy'] = 0 if not self.buy___trades_when_sideways.value: dataframe.loc[dataframe['trend'] == 'sideways', 'buy'] = 0 if not self.buy___trades_when_upwards.value: dataframe.loc[dataframe['trend'] == 'upwards', 'buy'] = 0 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column """ dataframe.loc[(dataframe['adx'] > 20) & (dataframe['plus_di'] < dataframe['minus_di']), 'trend'] = 'downwards' dataframe.loc[dataframe['adx'] < 20, 'trend'] = 'sideways' dataframe.loc[(dataframe['adx'] > 20) & (dataframe['plus_di'] > dataframe['minus_di']), 'trend'] = 'upwards' if self.debuggable_weighted_signal_dataframe: dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['adx'] > 25), 'adx_strong_down_weighted_sell_signal'] = \ self.sell_downwards_trend_adx_strong_down_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['adx'] > 25), 'adx_strong_down_weighted_sell_signal'] = \ self.sell_sideways_trend_adx_strong_down_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['adx'] > 25), 'adx_strong_down_weighted_sell_signal'] = \ self.sell_upwards_trend_adx_strong_down_weight.value dataframe['total_sell_signal_strength'] += dataframe['adx_strong_down_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['rsi'], 70), 'rsi_weighted_sell_signal'] = self.sell_downwards_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['rsi'], 70), 'rsi_weighted_sell_signal'] = self.sell_sideways_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['rsi'], 70), 'rsi_weighted_sell_signal'] = self.sell_upwards_trend_rsi_weight.value dataframe['total_sell_signal_strength'] += dataframe['rsi_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['macd'] < dataframe['macdsignal']), 'macd_weighted_sell_signal'] = self.sell_downwards_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['macd'] < dataframe['macdsignal']), 'macd_weighted_sell_signal'] = self.sell_sideways_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['macd'] < dataframe['macdsignal']), 'macd_weighted_sell_signal'] = self.sell_upwards_trend_macd_weight.value dataframe['total_sell_signal_strength'] += dataframe['macd_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['sma9'], dataframe[ 'sma50']), 'sma_short_death_cross_weighted_sell_signal'] = \ self.sell_downwards_trend_sma_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['sma9'], dataframe[ 'sma50']), 'sma_short_death_cross_weighted_sell_signal'] = \ self.sell_sideways_trend_sma_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['sma9'], dataframe[ 'sma50']), 'sma_short_death_cross_weighted_sell_signal'] = \ self.sell_upwards_trend_sma_short_death_cross_weight.value dataframe['total_sell_signal_strength'] += dataframe['sma_short_death_cross_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['ema9'], dataframe[ 'ema50']), 'ema_short_death_cross_weighted_sell_signal'] = \ self.sell_downwards_trend_ema_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['ema9'], dataframe[ 'ema50']), 'ema_short_death_cross_weighted_sell_signal'] = \ self.sell_sideways_trend_ema_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['ema9'], dataframe[ 'ema50']), 'ema_short_death_cross_weighted_sell_signal'] = \ self.sell_upwards_trend_ema_short_death_cross_weight.value dataframe['total_sell_signal_strength'] += dataframe['ema_short_death_cross_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['sma50'], dataframe[ 'sma200']), 'sma_long_death_cross_weighted_sell_signal'] = \ self.sell_downwards_trend_sma_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['sma50'], dataframe[ 'sma200']), 'sma_long_death_cross_weighted_sell_signal'] = \ self.sell_sideways_trend_sma_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['sma50'], dataframe[ 'sma200']), 'sma_long_death_cross_weighted_sell_signal'] = \ self.sell_upwards_trend_sma_long_death_cross_weight.value dataframe['total_sell_signal_strength'] += dataframe['sma_long_death_cross_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['ema50'], dataframe[ 'ema200']), 'ema_long_death_cross_weighted_sell_signal'] = \ self.sell_downwards_trend_ema_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['ema50'], dataframe[ 'ema200']), 'ema_long_death_cross_weighted_sell_signal'] = \ self.sell_sideways_trend_ema_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['ema50'], dataframe[ 'ema200']), 'ema_long_death_cross_weighted_sell_signal'] = \ self.sell_upwards_trend_ema_long_death_cross_weight.value dataframe['total_sell_signal_strength'] += dataframe['ema_long_death_cross_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['close'], dataframe[ 'bb_upperband']), 'bollinger_bands_weighted_sell_signal'] = \ self.sell_downwards_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['close'], dataframe[ 'bb_upperband']), 'bollinger_bands_weighted_sell_signal'] = \ self.sell_sideways_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['close'], dataframe[ 'bb_upperband']), 'bollinger_bands_weighted_sell_signal'] = \ self.sell_upwards_trend_bollinger_bands_weight.value dataframe['total_sell_signal_strength'] += dataframe['bollinger_bands_weighted_sell_signal'] dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['vwap'], dataframe[ 'close']), 'vwap_cross_weighted_sell_signal'] = self.sell_downwards_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['vwap'], dataframe[ 'close']), 'vwap_cross_weighted_sell_signal'] = self.sell_sideways_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['vwap'], dataframe[ 'close']), 'vwap_cross_weighted_sell_signal'] = self.sell_upwards_trend_vwap_cross_weight.value dataframe['total_sell_signal_strength'] += dataframe['vwap_cross_weighted_sell_signal'] else: dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['adx'] > 25), 'total_sell_signal_strength'] += self.sell_downwards_trend_adx_strong_down_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['adx'] > 25), 'total_sell_signal_strength'] += self.sell_sideways_trend_adx_strong_down_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['adx'] > 25), 'total_sell_signal_strength'] += self.sell_upwards_trend_adx_strong_down_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['rsi'], 70), 'total_sell_signal_strength'] += self.sell_downwards_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['rsi'], 70), 'total_sell_signal_strength'] += self.sell_sideways_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['rsi'], 70), 'total_sell_signal_strength'] += self.sell_upwards_trend_rsi_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & (dataframe['macd'] < dataframe['macdsignal']), 'total_sell_signal_strength'] += self.sell_downwards_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & (dataframe['macd'] < dataframe['macdsignal']), 'total_sell_signal_strength'] += self.sell_sideways_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & (dataframe['macd'] < dataframe['macdsignal']), 'total_sell_signal_strength'] += self.sell_upwards_trend_macd_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['sma9'], dataframe[ 'sma50']), 'total_sell_signal_strength'] += self.sell_downwards_trend_sma_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['sma9'], dataframe[ 'sma50']), 'total_sell_signal_strength'] += self.sell_sideways_trend_sma_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['sma9'], dataframe[ 'sma50']), 'total_sell_signal_strength'] += self.sell_upwards_trend_sma_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['ema9'], dataframe[ 'ema50']), 'total_sell_signal_strength'] += self.sell_downwards_trend_ema_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['ema9'], dataframe[ 'ema50']), 'total_sell_signal_strength'] += self.sell_sideways_trend_ema_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['ema9'], dataframe[ 'ema50']), 'total_sell_signal_strength'] += self.sell_upwards_trend_ema_short_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['sma50'], dataframe[ 'sma200']), 'total_sell_signal_strength'] += self.sell_downwards_trend_sma_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['sma50'], dataframe[ 'sma200']), 'total_sell_signal_strength'] += self.sell_sideways_trend_sma_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['sma50'], dataframe[ 'sma200']), 'total_sell_signal_strength'] += self.sell_upwards_trend_sma_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['ema50'], dataframe[ 'ema200']), 'total_sell_signal_strength'] += self.sell_downwards_trend_ema_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['ema50'], dataframe[ 'ema200']), 'total_sell_signal_strength'] += self.sell_sideways_trend_ema_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['ema50'], dataframe[ 'ema200']), 'total_sell_signal_strength'] += self.sell_upwards_trend_ema_long_death_cross_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['close'], dataframe[ 'bb_upperband']), 'total_sell_signal_strength'] += \ self.sell_downwards_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['close'], dataframe[ 'bb_upperband']), 'total_sell_signal_strength'] += \ self.sell_sideways_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['close'], dataframe[ 'bb_upperband']), 'total_sell_signal_strength'] += \ self.sell_upwards_trend_bollinger_bands_weight.value dataframe.loc[(dataframe['trend'] == 'downwards') & qtpylib.crossed_below(dataframe['vwap'], dataframe[ 'close']), 'total_sell_signal_strength'] += self.sell_downwards_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'sideways') & qtpylib.crossed_below(dataframe['vwap'], dataframe[ 'close']), 'total_sell_signal_strength'] += self.sell_sideways_trend_vwap_cross_weight.value dataframe.loc[(dataframe['trend'] == 'upwards') & qtpylib.crossed_below(dataframe['vwap'], dataframe[ 'close']), 'total_sell_signal_strength'] += self.sell_upwards_trend_vwap_cross_weight.value dataframe.loc[(dataframe['wtCrossDown'] & dataframe['wtOverbought']), 'total_sell_signal_strength'] += self.sell_wavetrend_weight.value dataframe.loc[(dataframe['bearish_div']), 'total_sell_signal_strength'] += self.sell_rsi_divergence_weight.value dataframe.loc[ ( (dataframe['trend'] == 'downwards') & (dataframe['total_sell_signal_strength'] >= self.sell__downwards_trend_total_signal_needed.value) ) | ( (dataframe['trend'] == 'sideways') & (dataframe['total_sell_signal_strength'] >= self.sell__sideways_trend_total_signal_needed.value) ) | ( (dataframe['trend'] == 'upwards') & (dataframe['total_sell_signal_strength'] >= self.sell__upwards_trend_total_signal_needed.value) ), 'sell'] = 1 if not self.sell___trades_when_downwards.value: dataframe.loc[dataframe['trend'] == 'downwards', 'sell'] = 0 if not self.sell___trades_when_sideways.value: dataframe.loc[dataframe['trend'] == 'sideways', 'sell'] = 0 if not self.sell___trades_when_upwards.value: dataframe.loc[dataframe['trend'] == 'upwards', 'sell'] = 0 return dataframe def market_cipher(self, dataframe) -> DataFrame: osLevel = -60 obLevel = 30 dataframe['ap'] = (dataframe['high'] + dataframe['low'] + dataframe['close']) / 3 dataframe['esa'] = ta.EMA(dataframe['ap'], self.n1) dataframe['d'] = ta.EMA((dataframe['ap']-dataframe['esa']).abs(), self.n1) dataframe['ci'] = ( dataframe['ap']-dataframe['esa'] ) / (0.015 * dataframe['d']) dataframe['tci'] = ta.EMA(dataframe['ci'], self.n2) dataframe['wt1'] = dataframe['tci'] dataframe['wt2'] = ta.SMA(dataframe['wt1'],4) dataframe['wtVwap'] = dataframe['wt1'] - dataframe['wt2'] dataframe['wtOversold'] = dataframe['wt2'] <= osLevel dataframe['wtOverbought'] = dataframe['wt2'] >= obLevel dataframe['wtCrossUp'] = dataframe['wt2'] - dataframe['wt1'] <= 0 dataframe['wtCrossDown'] = dataframe['wt2'] - dataframe['wt1'] >= 0 dataframe['crossed_above'] = qtpylib.crossed_above(dataframe['wt2'], dataframe['wt1']) dataframe['crossed_below'] = qtpylib.crossed_below(dataframe['wt2'], dataframe['wt1']) return dataframe def divergences(self,dataframe) -> DataFrame: dataframe['bullish_div'] = ( ( dataframe['close'].shift(4) > dataframe['close'].shift(2) ) & ( dataframe['close'].shift(3) > dataframe['close'].shift(2) ) & ( dataframe['close'].shift(2) < dataframe['close'].shift(1) ) & ( dataframe['close'].shift(2) < dataframe['close'] ) ) dataframe['bearish_div'] = ( ( dataframe['close'].shift(4) < dataframe['close'].shift(2) ) & ( dataframe['close'].shift(3) < dataframe['close'].shift(2) ) & ( dataframe['close'].shift(2) > dataframe['close'].shift(1) ) & ( dataframe['close'].shift(2) > dataframe['close'] ) ) return dataframe